After four league games back in Belgium, the country's biggest club only have a measly two points to their name.
Their most recent game saw them lose 4-2 to Kortrijk, while their only points in the season so far came in 0-0 draws against Mouscron and Mechelen.
Kompany, 33, blamed himself for all four goals conceded against Kortrijk and in the highlight video below, it's clear he is at fault for at least three of them.
But Kompany's self-blaming has not gone down well with former Newcastle and Belgium star Philippe Albert, with the 52-year-old saying, per The Sun: "It's what Kompany says that bothers me the most.
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"I can understand him wanting to protect his young players, but it is not true when he says the four goals they conceded were all his fault.
"When he talks this way he doesn't really help his team."
Former Sheffield Wednesday man Marc Degryse has also slammed Kompany's start to life in management.
He said: "Kompany is only human, besides being a good footballer - but I feel he thinks he is God.
"In the coming international break a coach would normally have two weeks to work intensively with his squad.
"But Kompany will be off with Belgium to play San Marino and Scotland - before having his testimonial game in Manchester.
"Some people like to be busy, but they can become too preoccupied. Kompany should think about this. There are limits to everything.
"If another centre-back had made the mistakes he made he'd have been criticised - and Kompany would have dropped him for the next game.
"Of course Kompany shouldn't retire from playing - but he has to make sure something like this doesn't happen again.
"If he is honest as a manager he can't be happy with himself as a player."
Things aren't going to get any easier for Kompany either, because Anderlecht have to face Genk, Antwerp, Standard Liege and Club Brugge - four higher profile sides - in their upcoming games.
Maybe you should have just returned as a player, Vincent...News Now - Sport News